@martins which Arduino are you using? Which pin are you using? Which sketch are you using? (I am unable to find a sketch that references PRIMARY_BUTTON_PIN, searched through the code for the library and the MySensorsArduinoExamples reporistory). How are you powering the sensor?

#if (PRIMARY_BUTTON_PIN < 2 || PRIMARY_BUTTON_PIN > 3)
#error PRIMARY_BUTTON_PIN must be either 2 or 3 for interrupts to work
#endif
//#if (SECONDARY_BUTTON_PIN < 2 || SECONDARY_BUTTON_PIN > 3)
//#error SECONDARY_BUTTON_PIN must be either 2 or 3 for interrupts to work
//#endif
//#if (PRIMARY_BUTTON_PIN == SECONDARY_BUTTON_PIN)
//#error PRIMARY_BUTTON_PIN and BUTTON_PIN2 cannot be the same
//#endif
//#if (PRIMARY_CHILD_ID == SECONDARY_CHILD_ID)
//#error PRIMARY_CHILD_ID and SECONDARY_CHILD_ID cannot be the same
//#endif

first of all you should change the delay(2000) right after the sleep to wait(2000). Effect is exactly the same, but this will not stop your Arduino from doing anything. For the rest I'm not sure why the communication between your Arduino and radio stops. TNR is indeed "Transport not ready"...